+5,556.5%
CNQ vs LUMN
-17.1%
+5,573.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | +6.2% | +10.3% | -4.1% | +4.3% |
| 3M | +12.4% | -18.3% | +30.6% | +15.4% |
| 6M | +9.0% | +4.4% | +4.7% | +6.0% |
| YTD | +52.2% | -10.7% | +62.9% | +49.3% |
| 1Y | +65.0% | +14.0% | +51.1% | +51.7% |
| 3Y | +78.8% | +406.6% | -327.7% | -10.8% |
| 5Y | +286.0% | -36.8% | +322.8% | +241.0% |
| 10Y | +420.7% | -56.2% | +476.9% | +362.1% |
| All | +5,556.5% | -17.1% | +5,573.6% | +4,167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling